NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
75.28 |
72.77 |
-2.51 |
-3.3% |
74.28 |
| High |
75.30 |
72.77 |
-2.53 |
-3.4% |
75.36 |
| Low |
72.66 |
72.34 |
-0.32 |
-0.4% |
72.66 |
| Close |
72.66 |
72.62 |
-0.04 |
-0.1% |
72.66 |
| Range |
2.64 |
0.43 |
-2.21 |
-83.7% |
2.70 |
| ATR |
1.24 |
1.19 |
-0.06 |
-4.7% |
0.00 |
| Volume |
3,083 |
3,831 |
748 |
24.3% |
11,381 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.87 |
73.67 |
72.86 |
|
| R3 |
73.44 |
73.24 |
72.74 |
|
| R2 |
73.01 |
73.01 |
72.70 |
|
| R1 |
72.81 |
72.81 |
72.66 |
72.70 |
| PP |
72.58 |
72.58 |
72.58 |
72.52 |
| S1 |
72.38 |
72.38 |
72.58 |
72.27 |
| S2 |
72.15 |
72.15 |
72.54 |
|
| S3 |
71.72 |
71.95 |
72.50 |
|
| S4 |
71.29 |
71.52 |
72.38 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.66 |
79.86 |
74.15 |
|
| R3 |
78.96 |
77.16 |
73.40 |
|
| R2 |
76.26 |
76.26 |
73.16 |
|
| R1 |
74.46 |
74.46 |
72.91 |
74.01 |
| PP |
73.56 |
73.56 |
73.56 |
73.34 |
| S1 |
71.76 |
71.76 |
72.41 |
71.31 |
| S2 |
70.86 |
70.86 |
72.17 |
|
| S3 |
68.16 |
69.06 |
71.92 |
|
| S4 |
65.46 |
66.36 |
71.18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.60 |
|
2.618 |
73.90 |
|
1.618 |
73.47 |
|
1.000 |
73.20 |
|
0.618 |
73.04 |
|
HIGH |
72.77 |
|
0.618 |
72.61 |
|
0.500 |
72.56 |
|
0.382 |
72.50 |
|
LOW |
72.34 |
|
0.618 |
72.07 |
|
1.000 |
71.91 |
|
1.618 |
71.64 |
|
2.618 |
71.21 |
|
4.250 |
70.51 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.60 |
73.82 |
| PP |
72.58 |
73.42 |
| S1 |
72.56 |
73.02 |
|